-8.8%
JD vs FROG
+72.4%
-81.2%
-25.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +5.8% | -7.4% | -1.5% |
| 7D | +0.4% | +26.8% | -26.4% | +0.6% |
| 30D | +4.2% | +10.6% | -6.4% | +4.3% |
| 3M | -12.8% | +27.2% | -39.9% | -12.5% |
| 6M | -8.8% | +58.7% | -67.5% | -8.4% |
| YTD | +0.5% | +75.3% | -74.8% | -1.5% |
| 1Y | -8.8% | +71.1% | -79.8% | -10.2% |
| All | -8.8% | +72.4% | -81.2% | -10.2% |
Cumulative growth
Daily Returns
Daily percentage return beside FROG.
Daily Out/Under-Performance
Portfolio return minus FROG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FROG return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded FROG wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling